自然规范下独立居中随机变量之和的精确指数尾估计，以及在 U 统计理论中的应用

arXiv - STAT - Statistics Theory Pub Date : 2024-09-08 DOI:arxiv-2409.05083

M. R. Formica, E. Ostrovsky, L. Sirota

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引用次数: 0

摘要

在这篇简短的报告中，我们应用大勒贝格空间（GLS）理论，推导出独立居中随机变量（r.v.）的自然规范和的精确指数递减分布尾部。我们还考虑了 U 统计理论中的一些应用，在这些应用中，我们同样为自变量推导出了非自然规范序列的精炼指数尾估计值。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Exact exponential tail estimation for sums of independent centered random variables, under natural norming, with applications to the theory of U-statistics

We derive in this short report the exact exponential decreasing tail of distribution for naturel normed sums of independent centered random variables (r.v.), applying the theory of Grand Lebesgue Spaces (GLS). We consider also some applications into the theory of U statistics, where we deduce alike for the independent variables the refined exponential tail estimates for ones under natural norming sequence.

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arXiv - STAT - Statistics Theory

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